Using OWASP Zed Attack Proxy (ZAP) and Plug-n-Hack as a proxy for your browser

Background

Recently I came across a more powerful proxy tool called OWASP Zed Attack Proxy or ZAP . It's not just a proxy tool. It is a tool used for ethical hacking. You can use it to attack sites and find vulnerabilities. Using ZAP you can do various things like -